| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2S | YQP | 7.000 | - | - | UUU | - | - | - | 53.30% | - | Mwqkchjo | MSTS | 155e | 168 | QSDI+168 | - | - |
| SA | VIW | 83.330 | - | - | YYY | - | - | - | 75.70% | - | Xmydweop | IJDO | 330p | 335 | QKTU+335 | - | - |
| I1E | WES | 983.000 | - | - | DDD | - | - | - | 64.20% | - | Qwpekdwl | KIFZ | 128 | 128 | BDLS+128 | - | - |
| C1K | FYY | 72.300 | - | - | CC | - | - | - | 97.80% | - | Dvhrmldo | WPTN | 170b | 183 | APED+183 | - | - |
Tranche Comments
I1E: Redemption: 2026-01-15; Registration: 144D/Nwu H;
O2S: Redemption: 2025-10-15; Registration: 144F/Cne L;
C1K: Redemption: 2025-10-15; Registration: 144U/Lon V;
SA: Redemption: 2025-10-15; Registration: 144K/Orx F;
Deal Comments
Tpvnppt Vpzpqpqnpqy. Kbq Sptt Tpvpbgk 2.00 (A1V), 1.00 (A2V-DV)
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 24, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | XKR | 108.000 | - | - | XXX | - | - | - | 76.00% | - | Qoxaoool | BKYY | 163 | 163 | MSAW+163 | - | - |
| W2 | ONC | 6.000 | - | - | QQQ | - | - | - | 35.00% | - | Ecsmolzb | PAAQ | - | 183 | LQBR+183 | - | - |
| Jyb | QQT | 52.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | TGS | 37.000 | - | - | WWW | - | - | - | 24.00% | - | Vtrlhutb | IIHC | 370-385 | 385 | PZDQ+385 | - | - |
| R2-E | OPP | 8.000 | - | - | AAA- | - | - | - | 88.00% | - | Sjnof | - | - | - | 9.463% | - | - |
| P2-Y | TSP | 9.000 | - | - | KKK- | - | - | - | 75.00% | - | Lpzymtka | ACAJ | - | 525 | UMDH+525 | - | - |
| Y | HYO | 56.000 | - | - | JJ- | - | - | - | 6.50% | - | Xbblbdky | EEND | 685-700 | 708 | ZZAF+708 | - | - |
| R | BFC | 85.000 | - | - | LL | - | - | - | 83.00% | - | Qlfaqius | SCFD | 210-215 | 215 | NPBY+215 | - | - |
| C | HJE | 25.000 | - | - | H | - | - | - | 54.00% | - | Vqmccpjj | QISJ | 260-270 | 265 | YLZY+265 | - | - |
Tranche Comments
D1: Redemption: 2026-04-25; Registration: 144O/Boi K;
W2: Redemption: 2026-04-25; Registration: 144M/Fqf O;
R: Redemption: 2026-04-25; Registration: 144J/Eru O;
C: Redemption: 2026-04-25; Registration: 144O/Azs D;
L1: Redemption: 2026-04-25; Registration: 144C/Maa R;
P2-Y: Redemption: 2026-04-25; Registration: 144V/Jqj T;
R2-E: Redemption: 2026-04-25; Registration: 144Z/Rik W;
Y: Redemption: 2026-04-25; Registration: 144P/Dqi D;
Jyb: Redemption: 2026-04-25; Registration: 144Z/Nip Y;
Deal Comments
Vgt Gvll Wvvwghu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 6, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PRN | 23.900 | - | - | TTT- | - | - | - | - | - | Bbskvqov | ADPB | 590-610 | 602 | KVBZ+602 | - | - |
| V | CFU | 98.000 | - | - | FF | - | - | - | - | - | Zqkpeblh | PCZG | - | 290 | KTAE+290 | - | - |
| V | KIJ | 635.000 | - | - | FFF | - | - | - | - | - | Fovkmszo | MHQO | 215-225 | 220 | YOSX+220 | - | - |
| Mfl | WTN | 70.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | OJN | 47.800 | - | - | B | - | - | - | - | - | Qimbufpi | ASBV | 360-370 | 350 | NXUU+350 | - | - |
| K | JLZ | 89.200 | - | - | HH- | - | - | - | - | - | Quobljpk | JXNN | 900v | 879 | UQSA+879 | - | - |
Tranche Comments
V: Redemption: 2025-07-20;
V: Redemption: 2025-07-20;
K: Redemption: 2025-07-20;
Y: Redemption: 2025-07-20;
K: Redemption: 2025-07-20;
Mfl: Redemption: 2025-07-20;
Deal Comments
Fvk Ttbb Qcvivfe 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 23, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | MNF | 1.600 | - | - | AA | LS | - | - | - | - | Wzovl | - | - | - | 3.192% | - | - |
| P-1 | QYO | 716.000 | - | - | ZZZ | WM | - | - | - | - | Cuswfjyc | 3hX | - | 122 | 3rO+122 | - | - |
| V-1 | PJT | 98.500 | - | - | DD | XC | - | - | - | - | Pjeaxcjv | 3bQ | - | 180 | 3yM+180 | - | - |
| E | XWE | 76.403 | - | - | ZZ- | TV | - | - | - | - | Ebypstxk | 3kR | 675-700 | 680 | 3hB+680 | - | - |
| O | GQO | 34.540 | - | - | AAA | OY | - | - | - | - | Ojmxydtt | 3iB | 325-340 | 355 | 3nZ+355 | - | - |
| Bwg | YKT | 42.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | KAH | 4.000 | - | - | AS | YYY | - | - | - | - | Ycfjjyie | 3fI | 150-155 | 160 | 3qZ+160 | - | - |
| K | QVI | 45.000 | - | - | Y | QE | - | - | - | - | Plemtbql | 3lP | 225-235 | 235 | 3tZ+235 | - | - |
Tranche Comments
P-1: Redemption: 2023-11-17;
M-2: Redemption: 2023-11-17;
V-1: Redemption: 2023-11-17;
W-2: Redemption: 2023-11-17;
K: Redemption: 2023-11-17;
O: Redemption: 2023-11-17;
E: Redemption: 2023-11-17;
Bwg: Redemption: 2023-11-17;
Deal Comments
Ruy Rpnn Rngzudt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 23, 2001